-3.8%
FLUT vs Z
+10.9%
-14.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | -0.2% |
| 7D | -6.5% | -5.2% | -1.3% | -6.0% |
| 30D | +2.8% | +5.7% | -3.0% | +1.6% |
| 3M | -13.5% | -8.7% | -4.7% | -12.6% |
| 6M | -19.0% | -26.0% | +7.0% | -15.9% |
| YTD | -61.9% | -55.0% | -6.8% | -58.0% |
| 1Y | -63.2% | -58.0% | -5.3% | -59.2% |
| 3Y | -46.0% | -15.2% | -30.8% | -45.2% |
| 5Y | -51.8% | -53.8% | +2.0% | -49.9% |
| 10Y | -26.1% | -14.5% | -11.5% | -21.9% |
| All | -3.8% | +10.9% | -14.7% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling